Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
Publication:3585335
DOI10.1080/17442501003653497zbMath1205.60132OpenAlexW2024359995MaRDI QIDQ3585335
Annika Lang, Juergen Potthoff, Pao-Liu Chow
Publication date: 19 August 2010
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://madoc.bib.uni-mannheim.de/2329/1/CLP_Milstein.pdf
Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Rate of convergence, degree of approximation (41A25)
Related Items (10)
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